Not at all! Not according to Maggie Price, in her 2007 book Painting with Pastels: Easy Techniques to Master the Medium.

She says there is no requirement to use an underpainting, and then gives examples of when you might not want to. One is for when you’re using unsanded papers such as Canson Mi-Teintes, simply because those kinds of papers cannot hold many layers of pastel. Every layer will go towards filling the minimal tooth — plus Canson has so many different colors you can select a color to serve as your “underpainting”.

Price goes on to make the same point with regard to Art Spectrum’s Colourfix sanded paper — that brand, too, has many different shades available for purchase, and presumably, if you’re using a specific shade, you’ve selected that shade for the way it will work with what you will paint on it.

This is good to know, as right now, my main paper stash is made of Mi-Teintes, and Colourfix!

Reference: Maggie Price, Painting with Pastels: Easy Techniques to Master the Medium (Cincinnati, Ohio: North Light Books, 2007), p. 71.